Stochastic differential equations
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A differential equation that deals with quantities that fluctuate randomly over time (stochastic processes). It is used to describe the movement of particles in Brownian motion, and in the pricing of stock prices and derivatives in the field of financial engineering. Source: About Shogakukan Digital Daijisen Information | Legend |
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時間の経過とともにランダムに変動する量（確率過程）を扱う微分方程式。ブラウン運動における粒子の運動の記述、金融工学分野の株価やデリバティブの価格付けなどに用いられる。
出典 小学館デジタル大辞泉について 情報 | 凡例 |
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